This is kind of more generic question, isn\'t language-specific. More about idea and algorithm to use.
The system is as follows:
It registers small loans bet
I have designed a solution using a somewhat different approach to the ones that have been mentioned here. It uses a linear programming formulation of the problem, drawing from the Compressed Sensing literature, especially from this work by Donoho and Tanner (2005).
I have written a blog post describing this approach, along with a tiny R package that implements it. I would love to get some feedback from this community.
Cheers.